Robust H2 filtering of linear systems with time delays

E. Fridman; U. Shaked; L. Xie

Robust H₂ filtering of linear systems with time delays

E. Fridman^*, U. Shaked, L. Xie

^*Corresponding author for this work

School of Electrical Engineering

Nanyang Technological University

Research output: Contribution to journal › Conference article › peer-review

3 Scopus citations

Abstract

The problem of robust H₂ estimation of a combination of state variables of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimation error is considered. Sufficient conditions are given in the form of linear matrix inequalities (LMIs). The results are illustrated by a numerical example.

Original language	English
Pages (from-to)	3877-3882
Number of pages	6
Journal	Proceedings of the IEEE Conference on Decision and Control
Volume	4
State	Published - 2002
Event	41st IEEE Conference on Decision and Control - Las Vegas, NV, United States Duration: 10 Dec 2002 → 13 Dec 2002

Keywords

Delay-dependent criteria
LMI
Robust H-filtering
Time-delay systems

Cite this

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abstract = "The problem of robust H2 estimation of a combination of state variables of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimation error is considered. Sufficient conditions are given in the form of linear matrix inequalities (LMIs). The results are illustrated by a numerical example.",

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journal = "Proceedings of the IEEE Conference on Decision and Control",

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AU - Shaked, U.

AU - Xie, L.

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AB - The problem of robust H2 estimation of a combination of state variables of a stationary linear system with time delays is considered. Since the problem is infinite dimensional in nature, an attempt is being made to develop finite dimensional methods that will guarantee a preassigned estimation accuracy. The approach of minimizing the trace of a matrix that overbounds the exact covariance of the estimation error is considered. Sufficient conditions are given in the form of linear matrix inequalities (LMIs). The results are illustrated by a numerical example.

KW - Delay-dependent criteria

KW - LMI

KW - Robust H-filtering

KW - Time-delay systems

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JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

T2 - 41st IEEE Conference on Decision and Control

Y2 - 10 December 2002 through 13 December 2002

ER -

Robust H₂ filtering of linear systems with time delays

Abstract

Keywords

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